Instal XP to different drive, not C ?

I read at "Radified" that installing windows to a drive other thah C gives an extra layer, albeit small, security layer. Since virtually everyone uses C crude viruses may give up if not finding windows there.

Has anyone done this ?
Are there any other things I'd need to do in such a case ?
I intend to multi-boot also ... does this make not using C easier or not ?